#pragma once
#pragma warning(disable:4996)       // disable checked iterator errors http://msdn.microsoft.com/en-us/library/aa985965(VS.80).aspx 

//
// Copyright (C) 2011 - 2013 Steve Channell steve.channell@cepheis.com
//
// This file is part of Cephei.QL, an open-source library wrapper 
// arround QuantLib http://quantlib.org/
//
// Cephei.QL is open source software: you can redistribute it and/or modify it
// under the terms of the license.  You should have received a
// copy of the license along with this program; if not, please email
// <support@cepheis.com>. The license is also available online at
// <http://cepheis.com/license.htm>.
//
// This program is distributed in the hope that it will be useful, but WITHOUT
// ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
// FOR A PARTICULAR PURPOSE.  See the license for more details.
//
// Version 2.2 with QuantLib 1.2.1

#include <Macros.h>
#include <ValueHelpers.h>
#include <Settings.h>

#include <gen/QL/Termstructures/VolatilityTermStructure.h>
#pragma unmanaged 
#include <ql\termstructures\volatility\inflation\yoyinflationoptionletvolatilitystructure.hpp>
#include <boost/smart_ptr/detail/spinlock.hpp>
#pragma managed 

using namespace System;
using namespace QuantLib;
using namespace Cephei;
using namespace Cephei::Core;
using namespace PLATFORM::Collections;

using namespace Cephei::QL::Times;
using namespace Cephei::QL::Termstructures;
#define HANDLE
#define ABSTRACT
#undef STRUCT
namespace Cephei { namespace QL { namespace Termstructures { namespace Volatility { namespace Inflation {
	//////////////////////////////////////////////////////////////////////////////////////////////
	// implementation of IYoYOptionletVolatilitySurface
	public ref class CYoYOptionletVolatilitySurface  : 
            public CVolatilityTermStructure,
            public Cephei::QL::Termstructures::Volatility::Inflation::IYoYOptionletVolatilitySurface
	{
	protected: 
		boost::shared_ptr<QuantLib::YoYOptionletVolatilitySurface>* _ppYoYOptionletVolatilitySurface;
#ifdef HANDLE
		QuantLib::Handle<QuantLib::YoYOptionletVolatilitySurface>* _phYoYOptionletVolatilitySurface;
#endif
		Object^ _YoYOptionletVolatilitySurfaceOwner;     // reference to object that manages the storage for this object
	internal:
        CYoYOptionletVolatilitySurface (boost::shared_ptr<QuantLib::YoYOptionletVolatilitySurface>& childNative, Object^ owner);
        CYoYOptionletVolatilitySurface (QuantLib::YoYOptionletVolatilitySurface& childNative, Object^ owner);
        CYoYOptionletVolatilitySurface (CYoYOptionletVolatilitySurface^ copy);
        CYoYOptionletVolatilitySurface (PLATFORM::Type^ t);
#ifdef STRUCT
        CYoYOptionletVolatilitySurface (QuantLib::YoYOptionletVolatilitySurface childNative);
#endif       
#ifdef HANDLE
		CYoYOptionletVolatilitySurface (QuantLib::Handle<QuantLib::YoYOptionletVolatilitySurface>& childNative, Object^ owner);
		CYoYOptionletVolatilitySurface (QuantLib::Handle<QuantLib::YoYOptionletVolatilitySurface> childNative);
#endif
		virtual ~CYoYOptionletVolatilitySurface ();
		!CYoYOptionletVolatilitySurface ();

	internal:
		QuantLib::YoYOptionletVolatilitySurface& GetReference ();
		boost::shared_ptr<QuantLib::YoYOptionletVolatilitySurface>& GetShared ();
		QuantLib::YoYOptionletVolatilitySurface* GetPointer ();
        void SetYoYOptionletVolatilitySurface (boost::shared_ptr<QuantLib::YoYOptionletVolatilitySurface> native)
        {
            if (_ppYoYOptionletVolatilitySurface != NULL)
                delete _ppYoYOptionletVolatilitySurface;
            _ppYoYOptionletVolatilitySurface = new boost::shared_ptr<QuantLib::YoYOptionletVolatilitySurface> (native);
            SetVolatilityTermStructure (boost::dynamic_pointer_cast<QuantLib::VolatilityTermStructure> (*_ppYoYOptionletVolatilitySurface));
        }
#ifdef HANDLE
		QuantLib::Handle<QuantLib::YoYOptionletVolatilitySurface>& GetHandle ();
#endif
		virtual bool HasNative () override;
    public:
        property DateTime BaseDate 
        {
		    virtual DateTime get () ;
        }
        property Double BaseLevel 
        {
		    virtual Double get () ;
        }
        property QL::Times::FrequencyEnum Frequency 
        {
		    virtual QL::Times::FrequencyEnum get () ;
        }
        property Boolean IndexIsInterpolated 
        {
		    virtual Boolean get () ;
        }
        property Double MaxStrike 
        {
		    virtual Double get () ;
        }
        property Double MinStrike 
        {
		    virtual Double get () ;
        }
        property Cephei::QL::Times::IPeriod^ ObservationLag 
        {
		    virtual Cephei::QL::Times::IPeriod^ get () ;
        }
		virtual Double TimeFromBase (DateTime date, Microsoft::FSharp::Core::FSharpOption<Cephei::QL::Times::IPeriod^>^ obsLag) ;
		virtual Double TotalVariance (Cephei::QL::Times::IPeriod^ optionTenor, Double strike, Microsoft::FSharp::Core::FSharpOption<Cephei::QL::Times::IPeriod^>^ obsLag, Microsoft::FSharp::Core::FSharpOption<Boolean>^ extrapolate) ;
		virtual Double TotalVariance (DateTime exerciseDate, Double strike, Microsoft::FSharp::Core::FSharpOption<Cephei::QL::Times::IPeriod^>^ obsLag, Microsoft::FSharp::Core::FSharpOption<Boolean>^ extrapolate) ;
		virtual Double Volatility (Cephei::QL::Times::IPeriod^ optionTenor, Double strike, Microsoft::FSharp::Core::FSharpOption<Cephei::QL::Times::IPeriod^>^ obsLag, Microsoft::FSharp::Core::FSharpOption<Boolean>^ extrapolate) ;
		virtual Double Volatility (DateTime maturityDate, Double strike, Microsoft::FSharp::Core::FSharpOption<Cephei::QL::Times::IPeriod^>^ obsLag, Microsoft::FSharp::Core::FSharpOption<Boolean>^ extrapolate) ;
    };
	//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
	// Factory class
//z	[FactoryFor(Core::Generic::ICoCell<Cephei::QL::Termstructures::Volatility::Inflation::IYoYOptionletVolatilitySurface^>::typeid)]
	[FactoryFor(Cephei::QL::Termstructures::Volatility::Inflation::IYoYOptionletVolatilitySurface::typeid)]
	[FactoryFor(Cephei::QL::Termstructures::Volatility::Inflation::IYoYOptionletVolatilitySurface_Factory::typeid)]
	public ref class CYoYOptionletVolatilitySurface_Factory sealed : public IYoYOptionletVolatilitySurface_Factory
	{
	public:
    };
   
/*Cephei*/ } /*QL*/ } /*Termstructures*/ } /*Volatility*/ } /*Inflation */}
